| Metric | 11393860:btcusd:triple_med_gx:lsma210_110 | 11393860:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 74.94% | 190.36% |
| Max Drawdown | -23.69% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 33.91 | 3.61 |
| Outlier Loss Ratio | 3.83 | 3.44 |
| Volatility (ann.) | 11.79% | 26.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.78 | 0.57 |
| Skew | 1.15 | 0.19 |
| Kurtosis | 59.54 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.63% |
| Expected Yearly % | 15.01% | 30.54% |
| Kelly Criterion | 6.3% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.22% |
| Expected Shortfall (cVaR) | -1.0% | -2.22% |
| Year | 11393860:BTCUSD | 11393860:btcusd:triple_med_gx:lsma210_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 23.84 | -0.43 | + |
| 2023 | 155.54 | 35.41 | 0.23 | - |
| 2024 | 121.00 | 1.30 | 0.01 | - |
| 2025 | 16.76 | 2.98 | 0.18 | - |
| Metric | 11393860:btcusd:triple_med_gx:lsma210_110 | 11393860:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.59% | 31.46% |
| 6M | 2.98% | 12.77% |
| YTD | 2.98% | 16.76% |
| 1Y | -10.19% | 56.84% |
| 3Y (ann.) | 18.02% | 55.31% |
| 5Y (ann.) | 18.46% | 38.11% |
| Metric | 11393860:btcusd:triple_med_gx:lsma210_110 | 11393860:BTCUSD |
|---|---|---|
| Max Drawdown | -23.69% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.7% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 3.16 | 2.83 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.69 | 369 |
| 2022-06-08 | 2022-07-28 | -16.31 | 50 |
| 2023-02-02 | 2023-09-18 | -13.00 | 227 |
| 2024-03-05 | 2024-06-07 | -12.52 | 94 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-10-26 | 2022-11-10 | -7.29 | 14 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2022-08-08 | 2022-09-27 | -6.83 | 49 |
| 2022-07-30 | 2022-08-08 | -4.96 | 8 |
| 2023-11-11 | 2023-12-20 | -4.88 | 39 |
| Metric | 11393860:btcusd:triple_med_gx:lsma210_110 | 11393860:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -13.73% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -14.31% | -37.12% |
| Best Year | 35.41% | 155.54% |
| Worst Year | 1.3% | -55.97% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.76% | 7.57% |
| Avg. Down Week | -2.87% | -5.48% |
| Avg. Up Month | 6.82% | 18.06% |
| Avg. Down Month | -4.83% | -13.63% |
| Win Days % | 50.28% | 51.33% |
| Win Month % | 61.76% | 60.98% |
| Win Week % | 55.22% | 51.14% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |